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Basic tail and concentration bounds

Basic tail and concentration bounds

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2t2 n(b−a)2. Although the Hoeffding bound is often stated in this form, the basic idea applies some-17 what more generally to sub-Gaussian variables, as we have given here. 18 19 We conclude our discussion of sub-Gaussianity with a result that provides three dif-20 ferent characterizations of sub-Gaussian variables. First, the most direct ...

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